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On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
Chau, Tak Wai - In: Economics letters 123 (2014) 3, pp. 333-335
Persistent link: https://www.econbiz.de/10010401303
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A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim - In: Economics letters 125 (2014) 2, pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
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Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
VanGarderen, Kees Jan; Boswijk, Herman Peter - In: Economics letters 122 (2014) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010395161
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Testing of the mean reversion parameter in continuous time models
Iglesias, Emma M. - In: Economics letters 122 (2014) 2, pp. 187-189
Persistent link: https://www.econbiz.de/10010395196
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A solution to the weak instrument bias in 2SLS estimation : indirect inference with stochastic approximation
Arel-Bundock, Vincent - In: Economics letters 120 (2013) 3, pp. 495-498
Persistent link: https://www.econbiz.de/10010187251
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First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
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Bias-corrected estimation of panel vector autoregressions
Dhaene, Geert; Jochmans, Koen - In: Economics letters 145 (2016), pp. 98-103
Persistent link: https://www.econbiz.de/10011618237
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Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
Yang, Jingjing; Vogelsang, Timothy J. - In: Economics letters 165 (2018), pp. 21-27
Persistent link: https://www.econbiz.de/10011973806
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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Exploiting information from singletons in panel data analysis : a GMM approach
Bruno, Randolph; Magazzini, Laura; Stampini, Marco - In: Economics letters 186 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012503722